Method to Find the VARs Easily

Angela Birk

Departmental Working Papers from Department of Economics, Louisiana State University

Abstract: The paper shows an easy method to get the impulse responses of VARs of a stochastic recursive dynamic macro model by defining the transition matrix and the stationary distribution function of a model using the model, i.e. economic theory, itself.

Date: 2006-10
New Economics Papers: this item is included in nep-dge, nep-ecm, nep-ets, nep-fmk and nep-mac
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Persistent link: https://EconPapers.repec.org/RePEc:lsu:lsuwpp:2006-11

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